Related papers: Little Exploration is All You Need

Multi-armed bandit (MAB) is a class of online learning problems where a learning agent aims to maximize its expected cumulative reward while repeatedly selecting to pull arms with unknown reward distributions. We consider a scenario where…

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…

In many platforms, user arrivals exhibit a self-reinforcing behavior: future user arrivals are likely to have preferences similar to users who were satisfied in the past. In other words, arrivals exhibit positive externalities. We study…

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When…

The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

We propose a novel modification of the standard upper confidence bound (UCB) method for the stochastic multi-armed bandit (MAB) problem which tunes the confidence bound of a given bandit based on its distance to others. Our UCB distance…

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Consider a bandit algorithm that recommends actions to self-interested users in a recommendation system. The users are free to choose other actions and need to be incentivized to follow the algorithm's recommendations. While the users…

The regret lower bound of Lai and Robbins (1985), the gold standard for checking optimality of bandit algorithms, considers arm size fixed as sample size goes to infinity. We show that when arm size increases polynomially with sample size,…

A key challenge to deploying reinforcement learning in practice is avoiding excessive (harmful) exploration in individual episodes. We propose a natural constraint on exploration -- \textit{uniformly} outperforming a conservative policy…

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Bandit based methods for tree search have recently gained popularity when applied to huge trees, e.g. in the game of go [6]. Their efficient exploration of the tree enables to re- turn rapidly a good value, and improve preci- sion if more…

In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The current paradigm of multi-armed bandit…